Attention conservation notice: I have no taste.
Books to Read While the Algae Grow in Your Fur; Scientifiction and Fantastica; Writing for Antiquity; The Beloved Republic; The Dismal Science; The Great Transformation; Heard about Pittsburgh PA; Afghanistan and Central Asia; Cthulhiana; Pleasures of Detection, Portraits of Crime; Corrupting the Young
Posted at September 30, 2015 23:59 | permanent link
Attention conservation notice: Publicity for an upcoming academic talk, of interest only if (1) you care about quantifying uncertainty in statistics, and (2) will be in Pittsburgh on Monday.I am late in publicizing this, but hope it will help drum up attendance anyway:
- Mladen Kolar, "Robust Confidence Intervals via Kendall's Tau for Transelliptical Graphical Models"
- Abstract: Undirected graphical models are used extensively in the biological and social sciences to encode a pattern of conditional independences between variables, where the absence of an edge between two nodes $a$ and $b$ indicates that the corresponding two variables $X_a$ and $X_b$ are believed to be conditionally independent, after controlling for all other measured variables. In the Gaussian case, conditional independence corresponds to a zero entry in the precision matrix $\Omega$ (the inverse of the covariance matrix $\Sigma$). Real data often exhibits heavy tail dependence between variables, which cannot be captured by the commonly-used Gaussian or nonparanormal (Gaussian copula) graphical models. In this paper, we study the transelliptical model, an elliptical copula model that generalizes Gaussian and nonparanormal models to a broader family of distributions. We propose the ROCKET method, which constructs an estimator of $\Omega_{ab}$ that we prove to be asymptotically normal under mild assumptions. Empirically, ROCKET outperforms the nonparanormal and Gaussian models in terms of achieving accurate inference on simulated data. We also compare the three methods on real data (daily stock returns), and find that the ROCKET estimator is the only method whose behavior across subsamples agrees with the distribution predicted by the theory. (Joint work with Rina Foygel Barber.)
- Time and place: 4--5 pm on Monday, 28 September 2015, in Doherty Hall 1112.
As always, the talk is free and open to the public.
Posted at September 26, 2015 23:58 | permanent link
Attention conservation notice: A ponderous, scholastic joke, which could only hope to be amusing to those who combine a geeky enthusiasm for over-written horror stories from the early 20th century with nerdy enthusiasm for truly ancient books.
I wish to draw attention to certain parallels between De Rerum Natura, an ancient epic and didactic poem expounding a philosophy which is blasphemous according to nearly* every religion, and the Necronomicon, a fictitious book of magic supposedly expounding a doctrine which is blasphemous according to nearly** every religion.
The Necronomicon was, of course, invented by H. P. Lovecraft for his stories in the 1920s and 1930s. In his mythos, it was written by the mad poet "Abdul Alhazred", who died in +738 by being torn apart by invisible monsters. The book then led a twisty life through a thin succession of manuscript copies and translations, rare and almost lost. The book was, supposedly, full of the horrible, nearly indescribable, secrets of the universe: explaining how the world is an uncaring yet quite material place, in which the Earth's past and future are full of monsters, but natural monsters, how the reign of humanity is a transient episode, and the gods are in reality powerful extra-terrestrial beings, without any particular care for humanity. Reading the Necronomicon drives one mad, or at the very least the frightful knowledge it imparts permanently warps the mind. There are, supposedly, about half-a-dozen copies in existence, kept under lock and key (except when the story requires otherwise).
De Rerum Natura ("On the Nature of Things") is an entirely real book, written by the poet Titus Lucretius Carus around -55; according to legend, the poet went mad and died as a result of taking a love potion. The book thereafter led a twisty life through a thin trail of manuscript copies, and was almost lost over the course of the middle ages. The book is quite definitely full of what Lucretius thought of as the secrets of the universe (whose resistance to description is a running theme): how the entire universe is material and everything arises from the fortuitous concourse of atoms, how every phenomenon not matter how puzzling has a rational and material explanation, how there is no after-life to fear. It describes how the Earth's past was full of thoroughly-natural monsters, the reign of humanity and even the existence of the Earth is a transient episode, and how the gods are in reality powerful extra-terrestrial beings without any particular care for humanity, living (a Lovecraftian touch) in the spaces between worlds. In the centuries since its recovery, it has been retrospectively elevated into one of the great books of the Western civilization (whatever that is).
If we are to believe the latest historian of its reception, reading De Rerum Natura started out as an innocent pursuit of more elegant Latin, but ended up permanently warping the greatest minds of Renaissance Europe. The inescapable conclusion is that the Enlightenment is the result of the real-life Necronomicon, a book full of things humanity was not meant to know, using the printing revolution of early modern Europe to take over the intellectual world, until (in the words of the lesser poet) "all the earth ... flame[d] with a holocaust of ecstasy and freedom". Of course the same thing looks different from the point of view of us cultists:
And thus you will gain knowledge, guided by a little labor,
For one thing will illuminate the next, and blinding night
Won't steal your way; all secrets will be opened to your sight,
One truth illuminate another, as light kindles light.
*: I insert the qualifier for the sake of my Unitarian Universalist friends. ^
**: I insert the qualifier for the sake of my Unitarian Universalist friends. ^
Spoiling the conceit: I have no reason to believe that Lovecraft was thinking of Lucretius at any point in writing any of his stories featuring the Necronomicon, or even that the history of De Rerum Natura influenced the "forbidden tome" motif which Lovecraft drew on (and amplified). I also do not think that the Enlightenment is really about "shouting and killing and revelling in joy". (Though it would be its own kind of betrayal of the Enlightenment for one of its admirers, like me, not to face up to the ways some of its ideas have been used to justify very great evils, particularly when Europeans imposed themselves on less powerful peoples elsewhere.) Rather, this is all the result of the collision in my head of Ada Palmer's interview by Henry Farrell with Palmer's earlier appreciation of Ruthanna Emrys's "Litany of Earth", plus Ken MacLeod's cometary Lucretian deities, and early imprinting on Bruce Sterling.
Finally, I would pay good money to read the alternate history where it was the Necronomicon which humanists discovered mouldering in a monastic library and revived, where its ideas are as thoroughly normalized, pervasive and surpassed as Lucretius's are, and copies of Kitab al-Azif can be found in any bookstore as a Penguin Classic, translated by a distinguished contemporary poet. Failing that, I would like to read Lucretius's explanation of why we need have no fear of shoggoths.
Manual trackback: Metafilter
Posted at September 26, 2015 23:30 | permanent link
Attention conservation notice: Publicity for an upcoming academic talk, of interest only if (1) you will be in Pittsburgh and (2) you care about whether scientific research can be reproduced.
The timeliness of the opening talk of this year's statistics seminar is, in fact, an un-reproducible, if welcome, coincidence:
As always, the talk is free and open to the public.
Update, 14 September: Prof. Stodden's talk has had to be rescheduled; I will post an update with the new date once I know it.
Enigmas of Chance; The Collective Use and Evolution of Concepts
Posted at September 04, 2015 13:19 | permanent link